المؤلفون: Crucil, Romain, Hambuckers, Julien, Ulm, Maren

المصدر: HEC Liège FM4F seminars, 07/06/2024

مصطلحات موضوعية: monetary policy, yield curve, stochastic volatility, uncertainty, Business & economic sciences, Finance, Macroeconomics & monetary economics, Quantitative methods in economics & management, Sciences économiques & de gestion, Macroéconomie & économie monétaire, Méthodes quantitatives en économie & gestion

URL الوصول: https://orbi.uliege.be/handle/2268/319809

المؤلفون: Crucil, Romain, Hambuckers, Julien, Maxand Simone

المصدر: International Francqui Chair: Causal Inference in Macroeconomics, 08/05/2023

مصطلحات موضوعية: Business & economic sciences, Macroeconomics & monetary economics, Finance, Sciences économiques & de gestion, Macroéconomie & économie monétaire

URL الوصول: https://orbi.uliege.be/handle/2268/306587

المؤلفون: Hambuckers, Julien, Kratz, Marie, Usseglio-Carleve, Antoine

مصطلحات موضوعية: Statistics - Methodology, Quantitative Finance - Statistical Finance, 62G32, 62H12, 62M10, 62P05

URL الوصول: http://arxiv.org/abs/2304.06950

المؤلفون: Hambuckers, Julien, Sun, Li, Trapin, Luca

مصطلحات موضوعية: Economics - Econometrics, Quantitative Finance - Risk Management, Statistics - Machine Learning

URL الوصول: http://arxiv.org/abs/2301.01362

المؤلفون: Hambuckers, Julien, Hübner, Philippe

المصدر: 26th International Conference on Computational Statistics, 27/08/2024

مصطلحات موضوعية: high-frequency data, extreme value theory, extreme price movements, liquidity measures, Business & economic sciences, Finance, Sciences économiques & de gestion

URL الوصول: https://orbi.uliege.be/handle/2268/321442

المؤلفون: Hambuckers, Julien

المصدر: Bernouilli-IMS 11th World Congress in Probability and Statistics, Bochum, Germany [DE], 12-16 aout 2024

مصطلحات موضوعية: Business & economic sciences, Quantitative methods in economics & management, Sciences économiques & de gestion, Méthodes quantitatives en économie & gestion

URL الوصول: https://orbi.uliege.be/handle/2268/316731

المؤلفون: Wiemann, Paul F. V., Kneib, Thomas, Hambuckers, Julien

مصطلحات موضوعية: Statistics - Methodology

URL الوصول: http://arxiv.org/abs/2111.14207

المؤلفون: MENKVELD, ALBERT J., DREBER, ANNA, HOLZMEISTER, FELIX, HUBER, JUERGEN, JOHANNESSON, MAGNUS, KIRCHLER, MICHAEL, NEUSÜß, SEBASTIAN, RAZEN, MICHAEL, WEITZEL, UTZ, ABAD‐DÍAZ, DAVID, ABUDY, MENACHEM (MENI), ADRIAN, TOBIAS, AIT‐SAHALIA, YACINE, AKMANSOY, OLIVIER, ALCOCK, JAMIE T., ALEXEEV, VITALI, ALOOSH, ARASH, AMATO, LIVIA, AMAYA, DIEGO, ANGEL, JAMES J., AVETIKIAN, ALEJANDRO T., BACH, AMADEUS, BAIDOO, EDWIN, BAKALLI, GAETAN, BAO, LI, BARBON, ANDREA, BASHCHENKO, OKSANA, BINDRA, PARAMPREET C., BJØNNES, GEIR H., BLACK, JEFFREY R., BLACK, BERNARD S., BOGOEV, DIMITAR, CORREA, SANTIAGO BOHORQUEZ, BONDARENKO, OLEG, BOS, CHARLES S., BOSCH‐ROSA, CIRIL, BOURI, ELIE, BROWNLEES, CHRISTIAN, CALAMIA, ANNA, CAO, VIET NGA, CAPELLE‐BLANCARD, GUNTHER, ROMERO, LAURA M. CAPERA, CAPORIN, MASSIMILIANO, CARRION, ALLEN, CASKURLU, TOLGA, CHAKRABARTY, BIDISHA, CHEN, JIAN, CHERNOV, MIKHAIL, CHEUNG, WILLIAM, CHINCARINI, LUDWIG B., CHORDIA, TARUN, CHOW, SHEUNG‐CHI, CLAPHAM, BENJAMIN, COLLIARD, JEAN‐EDOUARD, COMERTON‐FORDE, CAROLE, CURRAN, EDWARD, DAO, THONG, DARE, WALE, DAVIES, RYAN J., BLASIS, RICCARDO DE, NARD, GIANLUCA F. DE, DECLERCK, FANY, DEEV, OLEG, DEGRYSE, HANS, DEKU, SOLOMON Y., DESAGRE, CHRISTOPHE, DIJK, MATHIJS A. VAN, DIM, CHUKWUMA, DIMPFL, THOMAS, DONG, YUN JIANG, DRUMMOND, PHILIP A., DUDDA, TOM, DUEVSKI, TEODOR, DUMITRESCU, ARIADNA, DYAKOV, TEODOR, DYHRBERG, ANNE HAUBO, DZIELIŃSKI, MICHAŁ, EKSI, ASLI, KALAK, IZIDIN EL, ELLEN, SASKIA TER, EUGSTER, NICOLAS, EVANS, MARTIN D. D., FARRELL, MICHAEL, FELEZ‐VINAS, ESTER, FERRARA, GERARDO, FERROUHI, EL MEHDI, FLORI, ANDREA, FLUHARTY‐JAIDEE, JONATHAN T., FOLEY, SEAN D. V., FONG, KINGSLEY Y. L., FOUCAULT, THIERRY, FRANUS, TATIANA, FRANZONI, FRANCESCO, FRIJNS, BART, FRÖMMEL, MICHAEL, FU, SERVANNA M., FÜLLBRUNN, SASCHA C., GAN, BAOQING, GAO, GE, GEHRIG, THOMAS P., GEMAYEL, ROLAND, GERRITSEN, DIRK, GIL‐BAZO, JAVIER, GILDER, DUDLEY, GLOSTEN, LAWRENCE R., GOMEZ, THOMAS, GORBENKO, ARSENY, GRAMMIG, JOACHIM, GRÉGOIRE, VINCENT, GÜÇBILMEZ, UFUK, HAGSTRÖMER, BJÖRN, HAMBUCKERS, JULIEN, HAPNES, ERIK, HARRIS, JEFFREY H., HARRIS, LAWRENCE, HARTMANN, SIMON, HASSE, JEAN‐BAPTISTE, HAUTSCH, NIKOLAUS, HE, XUE‐ZHONG (TONY), HEATH, DAVIDSON, HEDIGER, SIMON, HENDERSHOTT, TERRENCE, HIBBERT, ANN MARIE, HJALMARSSON, ERIK, HOELSCHER, SETH A., HOFFMANN, PETER, HOLDEN, CRAIG W., HORENSTEIN, ALEX R., HUANG, WENQIAN, HUANG, DA, HURLIN, CHRISTOPHE, ILCZUK, KONRAD, IVASHCHENKO, ALEXEY, IYER, SUBRAMANIAN R., JAHANSHAHLOO, HOSSEIN, JALKH, NAJI, JONES, CHARLES M., JURKATIS, SIMON, JYLHÄ, PETRI, KAECK, ANDREAS T., KAISER, GABRIEL, KARAM, ARZÉ, KARMAZIENE, EGLE, KASSNER, BERNHARD, KAUSTIA, MARKKU, KAZAK, EKATERINA, KEARNEY, FEARGHAL, KERVEL, VINCENT VAN, KHAN, SAAD A., KHOMYN, MARTA K., KLEIN, TONY, KLEIN, OLGA, KLOS, ALEXANDER, KOETTER, MICHAEL, KOLOKOLOV, ALEKSEY, KORAJCZYK, ROBERT A., KOZHAN, ROMAN, KRAHNEN, JAN P., KUHLE, PAUL, KWAN, AMY, LAJAUNIE, QUENTIN, LAM, F. Y. ERIC C., LAMBERT, MARIE, LANGLOIS, HUGUES, LAUSEN, JENS, LAUTER, TOBIAS, LEIPPOLD, MARKUS, LEVIN, VLADIMIR, LI, YIJIE, LI, HUI, LIEW, CHEE YOONG, LINDNER, THOMAS, LINTON, OLIVER, LIU, JIACHENG, LIU, ANQI, LLORENTE, GUILLERMO, LOF, MATTHIJS, LOHR, ARIEL, LONGSTAFF, FRANCIS, LOPEZ‐LIRA, ALEJANDRO, MANKAD, SHAWN, MANO, NICOLA, MARCHAL, ALEXIS, MARTINEAU, CHARLES, MAZZOLA, FRANCESCO, MELOSO, DEBRAH, MI, MICHAEL G., MIHET, ROXANA, MOHAN, VIJAY, MOINAS, SOPHIE, MOORE, DAVID, MU, LIANGYI, MURAVYEV, DMITRIY, MURPHY, DERMOT, NESZVEDA, GABOR, NEUMEIER, CHRISTIAN, NIELSSON, ULF, NIMALENDRAN, MAHENDRARAJAH, NOLTE, SVEN, NORDEN, LARS L., O'NEILL, PETER, OBAID, KHALED, ØDEGAARD, BERNT A., ÖSTBERG, PER, PAGNOTTA, EMILIANO, PAINTER, MARCUS, PALAN, STEFAN, PALIT, IMON J., PARK, ANDREAS, PASCUAL, ROBERTO, PASQUARIELLO, PAOLO, PASTOR, LUBOS, PATEL, VINAY, PATTON, ANDREW J., PEARSON, NEIL D., PELIZZON, LORIANA, PELLI, MICHELE, PELSTER, MATTHIAS, PÉRIGNON, CHRISTOPHE, PFIFFER, CAMERON, PHILIP, RICHARD, PLÍHAL, TOMÁŠ, PRAKASH, PUNEET, PRESS, OLIVER‐ALEXANDER, PRODROMOU, TINA, PROKOPCZUK, MARCEL, PUTNINS, TALIS, QIAN, YA, RAIZADA, GAURAV, RAKOWSKI, DAVID, RANALDO, ANGELO, REGIS, LUCA, REITZ, STEFAN, RENAULT, THOMAS, RENJIE, REX W., RENO, ROBERTO, RIDDIOUGH, STEVEN J., RINNE, KALLE, RINTAMÄKI, PAUL, RIORDAN, RYAN, RITTMANNSBERGER, THOMAS, LONGARELA, IÑAKI RODRÍGUEZ, ROESCH, DOMINIK, ROGNONE, LAVINIA, ROSEMAN, BRIAN, ROŞU, IOANID, ROY, SAURABH, RUDOLF, NICOLAS, RUSH, STEPHEN R., RZAYEV, KHALADDIN, RZEŹNIK, ALEKSANDRA A., SANFORD, ANTHONY, SANKARAN, HARIKUMAR, SARKAR, ASANI, SARNO, LUCIO, SCAILLET, OLIVIER, SCHARNOWSKI, STEFAN, SCHENK‐HOPPÉ, KLAUS R., SCHERTLER, ANDREA, SCHNEIDER, MICHAEL, SCHROEDER, FLORIAN, SCHÜRHOFF, NORMAN, SCHUSTER, PHILIPP, SCHWARZ, MARCO A., SEASHOLES, MARK S., SEEGER, NORMAN J., SHACHAR, OR, SHKILKO, ANDRIY, SHUI, JESSICA, SIKIC, MARIO, SIMION, GIORGIA, SMALES, LEE A., SÖDERLIND, PAUL, SOJLI, ELVIRA, SOKOLOV, KONSTANTIN, SÖNKSEN, JANTJE, SPOKEVICIUTE, LAIMA, STEFANOVA, DENITSA, SUBRAHMANYAM, MARTI G., SZASZI, BARNABAS, TALAVERA, OLEKSANDR, TANG, YUEHUA, TAYLOR, NICK, THAM, WING WAH, THEISSEN, ERIK, THIMME, JULIAN, TONKS, IAN, TRAN, HAI, TRAPIN, LUCA, TROLLE, ANDERS B., VADUVA, M. ANDREEA, VALENTE, GIORGIO, NESS, ROBERT A. VAN, VASQUEZ, AURELIO, VEROUSIS, THANOS, VERWIJMEREN, PATRICK, VILHELMSSON, ANDERS, VILKOV, GRIGORY, VLADIMIROV, VLADIMIR, VOGEL, SEBASTIAN, VOIGT, STEFAN, WAGNER, WOLF, WALTHER, THOMAS, WEISS, PATRICK, WEL, MICHEL VAN DER, WERNER, INGRID M., WESTERHOLM, P. JOAKIM, WESTHEIDE, CHRISTIAN, WIKA, HANS C., WIPPLINGER, EVERT, WOLF, MICHAEL, WOLFF, CHRISTIAN C. P., WOLK, LEONARD, WONG, WING‐KEUNG, WRAMPELMEYER, JAN, WU, ZHEN‐XING, XIA, SHUO, XIU, DACHENG, XU, KE, XU, CAIHONG, YADAV, PRADEEP K., YAGÜE, JOSÉ, YAN, CHENG, YANG, ANTTI, YOO, WOONGSUN, YU, WENJIA, YU, YIHE, YU, SHIHAO, YUESHEN, BART Z., YUFEROVA, DARYA, ZAMOJSKI, MARCIN, ZAREEI, ABALFAZL, ZEISBERGER, STEFAN M., ZHANG, LU, ZHANG, S. SARAH, ZHANG, XIAOYU, ZHAO, LU, ZHONG, ZHUO, ZHOU, Z. IVY, ZHOU, CHEN, ZHU, XINGYU S., ZOICAN, MARIUS, ZWINKELS, REMCO

المساهمون: Menkveld, ALBERT J., Dreber, Anna, Holzmeister, Felix, Huber, Juergen, Johannesson, Magnu, Kirchler, Michael, Neusüß, Sebastian, Razen, Michael, Weitzel, Utz, Abad‐díaz, David, Abudy, MENACHEM (MENI), Adrian, Tobia, Ait‐sahalia, Yacine, Akmansoy, Olivier, Alcock, JAMIE T., Alexeev, Vitali, Aloosh, Arash, Amato, Livia, Amaya, Diego, Angel, JAMES J., Avetikian, ALEJANDRO T., Bach, Amadeu, Baidoo, Edwin, Bakalli, Gaetan, Bao, Li, Barbon, Andrea, Bashchenko, Oksana, Bindra, PARAMPREET C., Bjønnes, GEIR H., Black, JEFFREY R., Black, BERNARD S., Bogoev, Dimitar, Correa, SANTIAGO BOHORQUEZ, Bondarenko, Oleg, Bos, CHARLES S., Bosch‐rosa, Ciril, Bouri, Elie, Brownlees, Christian, Calamia, Anna, Cao, VIET NGA, Capelle‐blancard, Gunther, Romero, LAURA M. CAPERA, Caporin, Massimiliano, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chen, Jian, Chernov, Mikhail, Cheung, William, Chincarini, LUDWIG B., Chordia, Tarun, Chow, Sheung‐chi, Clapham, Benjamin, Colliard, Jean‐edouard, Comerton‐forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, RYAN J., Blasis, RICCARDO DE, Nard, GIANLUCA F. DE, Declerck, Fany, Deev, Oleg, Degryse, Han, Deku, SOLOMON Y., Desagre, Christophe, Dijk, MATHIJS A. VAN, Dim, Chukwuma, Dimpfl, Thoma, Dong, YUN JIANG, Drummond, PHILIP A., Dudda, Tom, Duevski, Teodor, Dumitrescu, Ariadna, Dyakov, Teodor, Dyhrberg, ANNE HAUBO, Dzieliński, Michał, Eksi, Asli, Kalak, IZIDIN EL, Ellen, SASKIA TER, Eugster, Nicola, Evans, MARTIN D. D., Farrell, Michael, Felez‐vinas, Ester, Ferrara, Gerardo, Ferrouhi, EL MEHDI, Flori, Andrea, Fluharty‐jaidee, JONATHAN T., Foley, SEAN D. V., Fong, KINGSLEY Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco, Frijns, Bart, Frömmel, Michael, Fu, SERVANNA M., Füllbrunn, SASCHA C., Gan, Baoqing, Gao, Ge, Gehrig, THOMAS P.

مصطلحات موضوعية: Finance, replication, non-standard errors

وصف الملف: STAMPA

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:001205268300001; volume:79; issue:3; firstpage:2339; lastpage:2390; numberofpages:52; journal:THE JOURNAL OF FINANCE; https://hdl.handle.net/11585/997683

الاتاحة: https://hdl.handle.net/11585/997683
https://doi.org/10.1111/jofi.13337

المؤلفون: Menkveld, Albert J., Dreber, Anna, Holzmeister, Felix, Huber, Juergen, Johanneson, Magnus, Kirchler, Michael, Razen, Michael, Weitzel, Utz, Abad, David, Abudy, Menachem (Meni), Adrian, Tobias, Ait-Sahalia, Yacine, Akmansoy, Olivier, Alcock, Jamie, Alexeev, Vitali, Aloosh, Arash, Amato, Livia, Amaya, Diego, Angel, James J., Bach, Amadeus, Baidoo, Edwin, Bakalli, Gaetan, Barbon, Andrea, Bashchenko, Oksana, Bindra, Parampreet Christopher, Bjonnes, Geir Hoidal, Black, Jeffrey R., Black, Bernard S., Bohorquez, Santiago, Bondarenko, Oleg, Bos, Charles S., Bosch-Rosa, Ciril, Bouri, Elie, Brownlees, Christian T., Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera, Laura, Caporin, Massimiliano, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chernov, Mikhail, Cheung, William Ming Yan, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung Chi, Clapham, Benjamin, Colliard, Jean-Edouard, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., De Blasis, Riccardo, De Nard, Gianluca, Declerck, Fany, Deev, Oleg, Degryse, Hans, Deku, Solomon, Desagre, Christophe, Van Dijk, Mathijs A., Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip, Dudda, Tom, Dumitrescu, Ariadna, Dyakov, Teodor, Dyhrberg, Anne Haubo, Dzieliński, Michał, Eksi, Asli, El Kalak, Izidin, ter Ellen, Saskia, Eugster, Nicolas, Evans, Martin D.D., Farrell, Michael, Félez-Viñas, Ester, Ferrara, Gerardo, FERROUHI, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan, Foley, Sean, Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco A., Frijns, Bart, Frömmel, Michael, Fu, Servanna, Füllbrunn, Sascha, Gan, Baoqing, Gehrig, Thomas, Gerritsen, Dirk, Gil-Bazo, Javier, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Güçbilmez, Ufuk, Grammig, Joachim, Gregoire, Vincent, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, He, Xue-Zhong 'Tony', Heath, Davidson, Hediger, Simon, Hendershott, Terrence J., Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth, Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylha, Petri, Kaeck, Andreas, Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, van Kervel, Vincent, Khan, Saad, Khomyn, Marta, Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Krahnen, Jan Pieter, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Kwan, Amy, Lajaunie, Quentin, Lam, Full Yet Eric Campbell, Lambert, Marie, Langlois, Hugues, Lausen, Jens, Lauter, Tobias, Leippold, Markus, Levin, Vladimir, Li, Yijie, Li, (Michael) Hui, Liew, Chee Yoong, Lindner, Thomas, Linton, Oliver B., Liu, Jiacheng, Liu, Anqi, Llorente-Alvarez, Jesus-Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis A., Lopez-Lira, Alejandro, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah C, Mihet, Roxana, Mohan, Vijay, Moinas, Sophie, Moore, David, Mu, Liangyi, Muravyev, Dmitriy, Murphy, Dermot, Neszveda, Gabor, Neumeier, Christian, Nielsson, Ulf, Nimalendran, Mahendrarajah, Nolte, Sven, Nordén, Lars L., O'Neill, Peter, Obaid, Khaled, Ødegaard, Bernt Arne, Östberg, Per, Painter, Marcus, Palan, Stefan, Palit, Imon, Park, Andreas, Pascual Gascó, Roberto, Pasquariello, Paolo, Pastor, Lubos, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Pelster, Matthias, Pérignon, Christophe, Pfiffer, Cameron, Philip, Richard, Plíhal, Tomáš, Prakash, Puneet, Press, Oliver-Alexander, Prodromou, Tina, Putnins, Talis J., Raizada, Gaurav, Rakowski, David A., Ranaldo, Angelo, Regis, Luca, Reitz, Stefan, Renault, Thomas, Wang, Renjie, Renò, Roberto, Riddiough, Steven, Rinne, Kalle, Rintamäki, Paul, Riordan, Ryan, RITTMANNSBERGER, Thomas, Rodríguez Longarela, Iñaki, Rösch, Dominik, Rognone, Lavinia, Roseman, Brian, Rosu, Ioanid, Roy, Saurabh, Rudolf, Nicolas, Rush, Stephen, Rzayev, Khaladdin, Rzeźnik, Aleksandra, Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Scaillet, Olivier, Scharnowski, Stefan, Schenk-Hoppé, Klaus Reiner, Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Seeger, Norman, Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Neusüss, Sebastian, Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nicholas, Tham, Wing Wah, Theissen, Erik, Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., Vaduva, Maria, Valente, Giorgio, Van Ness, Robert A., Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, van der Wel, Michel, Werner, Ingrid M., Westerholm, P. Joakim, Westheide, Christian, Wipplinger, Evert, Wolf, Michael, Wolff, Christian C. P., Wolk, Leonard, Wong, Wing Keung, Wrampelmeyer, Jan, Wu, Zhen-Xing, Xia, Shuo, Xiu, Dacheng, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Shihao, Yueshen, Bart Zhou, Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan, Zhang, Sarah, Zhang, Xiaoyu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu, Zoican, Marius, Zwinkels, Remco C.J., Chen, Jian, Duevski, Teodor, Gao, Ge, Gemayel, Roland, Gilder, Dudley, Kuhle, Paul, Pagnotta, Emiliano, Pelli, Michele, Sönksen, Jantje, Zhang, Lu, Ilczuk, Konrad, Bogoev, Dimitar, Qian, Ya, Wika, Hans C., Yu, Yihe, Zhao, Lu, Mi, Michael, Bao, Li

المصدر: Menkveld , A J , Dreber , A , Holzmeister , F , Huber , J , Johanneson , M , Kirchler , M , Razen , M , Weitzel , U , Abad , D , Abudy , M , Adrian , T , Ait-Sahalia , Y , Akmansoy , O , Alcock , J , Alexeev , V , Aloosh , A , Amato , L , Amaya , D , Angel , J J , Bach , A , Baidoo , E , Bakalli , G , Barbon , A , Bashchenko , O , Bindra ....

الاتاحة: https://research.vu.nl/en/publications/18d396ba-7200-46e4-9edd-5a6c36adbac5
https://doi.org/10.2139/ssrn.3961574
https://hdl.handle.net/1871.1/18d396ba-7200-46e4-9edd-5a6c36adbac5
https://www.mendeley.com/catalogue/6a79f3cc-2d4e-34c9-bf5b-16659d684026/

المؤلفون: Hambuckers, Julien, Kratz, Marie, Usseglio-Carleve, Antoine

المصدر: Japanese Association of Financial Econometrics and Engineering International Symposium on Quantitative Finance, Tokyo, Japan [JP], 18-19 August 2023

مصطلحات موضوعية: Business & economic sciences, Quantitative methods in economics & management, Sciences économiques & de gestion, Méthodes quantitatives en économie & gestion

URL الوصول: https://orbi.uliege.be/handle/2268/307187

المؤلفون: Hübner, Philippe, Hambuckers, Julien

المصدر: 6th International Conference on Econometrics and Statistics (EcoSta 2023), 1-3, August 2023

مصطلحات موضوعية: Hedge funds, Systemic risk, Extreme value theory, Regression models, Tail risk, Tail dependence, Banking system, Business & economic sciences, Finance, Sciences économiques & de gestion

URL الوصول: https://orbi.uliege.be/handle/2268/306395

المؤلفون: Ulm, Maren, Hambuckers, Julien

المصدر: Annual Conference of the International Association for Applied Econometrics (IAAE), Oslo, Norway [NO], du 27 juin au 30 juin 2023

مصطلحات موضوعية: Business & economic sciences, Quantitative methods in economics & management, Sciences économiques & de gestion, Méthodes quantitatives en économie & gestion

URL الوصول: https://orbi.uliege.be/handle/2268/304931

المؤلفون: Wiemann, Paul, Kneib, Thomas, Hambuckers, Julien

المصدر: Statistical Papers, 65, 3155-3180 (2024)

مصطلحات موضوعية: Physical, chemical, mathematical & earth Sciences, Mathematics, Physique, chimie, mathématiques & sciences de la terre, Mathématiques

Relation: urn:issn:0932-5026

URL الوصول: https://orbi.uliege.be/handle/2268/309208

المؤلفون: Hambuckers, Julien, Ulm, Maren

المصدر: Economic Modelling, 129 (2023-12)

مصطلحات موضوعية: Exchange rate, interest rate differential, dynamic asymmetry, Business & economic sciences, International economics, Sciences économiques & de gestion, Economie internationale

Relation: urn:issn:0264-9993; urn:issn:1873-6122

URL الوصول: https://orbi.uliege.be/handle/2268/307590

المؤلفون: Hübner, Philippe, Hambuckers, Julien

المصدر: Belgian Financial Research Forum, 20-21 April 2023

مصطلحات موضوعية: Hedge funds, Systemic risk, Extreme value regression, Extreme value theory, Financial Econometrics, Business & economic sciences, Finance, Sciences économiques & de gestion

URL الوصول: https://orbi.uliege.be/handle/2268/304243

المؤلفون: Hambuckers, Julien, Hübner, Philippe

المصدر: 16th International Conference Computational and Financial Econometrics (CFE 2022), Londres, United Kingdom [GB], 16/12/2022 to 19/12/2022

مصطلحات موضوعية: Hedge funds, Systemic risk, Extreme Value Theory, Finance, Financial Econometrics, Business & economic sciences, Sciences économiques & de gestion

URL الوصول: https://orbi.uliege.be/handle/2268/298597

المؤلفون: Wiemann, Paul F. V., Kneib, Thomas, Hambuckers, Julien

المساهمون: Wiemann, Paul F. V., Kneib, Thomas, Hambuckers, Julien

Relation: 1509

الاتاحة: https://resolver.sub.uni-goettingen.de/purl?gro-2/140250
https://doi.org/10.1007/s00362-023-01509-x

المؤلفون: Hambuckers, Julien, Usseglio-Carleve, Antoine, Kratz, Marie

المصدر: 2022 EcoStat conference, Kyoto, Japan [JP], 04/06/2022-06/06/2022

مصطلحات موضوعية: Business & economic sciences, Quantitative methods in economics & management, Sciences économiques & de gestion, Méthodes quantitatives en économie & gestion

URL الوصول: https://orbi.uliege.be/handle/2268/291743

المؤلفون: Mhalla, Linda, Hambuckers, Julien, Lambert, Marie

المصدر: Quantitative Finance and Financial Econometrics (QFFE) conference, Marseille, France [FR], 16/06/2022-17/06/2022

مصطلحات موضوعية: Business & economic sciences, Quantitative methods in economics & management, Sciences économiques & de gestion, Méthodes quantitatives en économie & gestion

URL الوصول: https://orbi.uliege.be/handle/2268/292793

المؤلفون: Hambuckers, Julien, Kneib, Thomas

المساهمون: Asset and Risk Management (HEC Recherche)

المصدر: Journal of Financial Econometrics, 21 (2), 445-484 (2023)

مصطلحات موضوعية: Extreme value theory, generalized Pareto distribution, operational risk, VIX, Business & economic sciences, Quantitative methods in economics & management, Sciences économiques & de gestion, Méthodes quantitatives en économie & gestion

Relation: urn:issn:1479-8409; https://orbi.uliege.be/handle/2268/255301; info:hdl:2268/255301; https://orbi.uliege.be/bitstream/2268/255301/1/stGPD112020.pdf

الاتاحة: https://orbi.uliege.be/handle/2268/255301
https://orbi.uliege.be/bitstream/2268/255301/1/stGPD112020.pdf